scholarly journals High-dimensional Gaussian model selection on a Gaussian design

2010 ◽  
Vol 46 (2) ◽  
pp. 480-524 ◽  
Author(s):  
Nicolas Verzelen
2020 ◽  
Vol 31 (1-2) ◽  
Author(s):  
Francesco Verdoja ◽  
Marco Grangetto

Abstract Reed–Xiaoli detector (RXD) is recognized as the benchmark algorithm for image anomaly detection; however, it presents known limitations, namely the dependence over the image following a multivariate Gaussian model, the estimation and inversion of a high-dimensional covariance matrix, and the inability to effectively include spatial awareness in its evaluation. In this work, a novel graph-based solution to the image anomaly detection problem is proposed; leveraging the graph Fourier transform, we are able to overcome some of RXD’s limitations while reducing computational cost at the same time. Tests over both hyperspectral and medical images, using both synthetic and real anomalies, prove the proposed technique is able to obtain significant gains over performance by other algorithms in the state of the art.


Bernoulli ◽  
2013 ◽  
Vol 19 (2) ◽  
pp. 521-547 ◽  
Author(s):  
Alexandre Belloni ◽  
Victor Chernozhukov

Statistics ◽  
2019 ◽  
Vol 54 (1) ◽  
pp. 152-166
Author(s):  
Konrad Furmańczyk ◽  
Wojciech Rejchel

2010 ◽  
Vol 38 (3) ◽  
pp. 1287-1319 ◽  
Author(s):  
Pradeep Ravikumar ◽  
Martin J. Wainwright ◽  
John D. Lafferty

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